NemirovskiÄ­, A. S.,

Introduction to linear optimization / Arkadi Nemirovski. - xxii, 626 pages : illustrations ; 24 cm.

Includes bibliographical references and index.

Introduction to LO: examples of LO models -- Part I. Geometry of linear optimization -- Polyhedral sets and their geometry -- Theory of systems of linear inequalities and duality -- Part II. Classical algorithms of linear optimization: the simplex method -- Simplex method -- The network simplex algorithm -- Part III. Complexity of linear optimization and the ellipsoid method -- Polynomial time solvability of linear optimization -- Part IV. Conic programming and interior point methods -- Conic programming -- Interior point methods for LO and semidefinite optimization -- Appendix A. Prerequisites from linear algebra -- Appendix B. Prerequisites from real analysis -- Appendix C. Symmetric matrics.

"A graduate level, rigorous, and self contained introduction to Linear Optimization. Comes with exercises and solutions. Appendices also provide brief summaries of the pre-requisite results for this book"--

9789811278730

2023016700


Linear programming--Textbooks.
Mathematical optimization--Textbooks.

QA402.5 / .N4538 2024

519.72 / N344i